+2,965.9%
SPY vs WWD
+15,065.0%
-12,099.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -0.9% | +3.7% | -4.6% | -1.9% |
| 30D | -2.4% | +1.8% | -4.2% | -3.0% |
| 3M | -1.2% | -5.0% | +3.8% | -0.2% |
| 6M | +3.3% | -8.4% | +11.7% | +4.7% |
| YTD | +12.3% | +12.3% | 0.0% | +7.2% |
| 1Y | +12.4% | +26.2% | -13.8% | +3.8% |
| 3Y | +78.8% | +154.6% | -75.8% | +35.5% |
| 5Y | +75.2% | +195.3% | -120.1% | +26.0% |
| 10Y | +311.1% | +466.3% | -155.2% | +137.4% |
| All | +2,965.9% | +15,065.0% | -12,099.0% | +947.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling